His staff and personal lawyers pointedly refused to say who specifically he meant was "very bad and conflicted," but presumably the target was Mueller himself. Mueller, a lifelong Republican, was director of the FBI for twelve years. He was appointed by Rod Rosenstein, a Republican who Trump himself made deputy Attorney General. Mueller remains popular with both Democrats and Republicans, with notable and recent exceptions.

Trump also reiterated his belief that "crooked H" had done inappropriate things in the past, and that the fact that she had not been investigated (by his own Justice Department, presumably) meant that he should not be investigated. Hillary Clinton won the popular vote, but lost the election, 219 days ago.

Why is this bad?

The president is not above the law, even if the president believes that someone else somewhere did something wrong and got away with it.

It's bad if the President of the United States is under investigation for obstruction of justice.